Related Articles
Compute Choleski factorization of a Matrix in R Programming – chol() Function
• Last Updated : 03 Jun, 2020

`chol()` function in R Language is used to compute the Choleski factorization of a real symmetric positive-definite square matrix.

Syntax: chol(x, …)

Parameters:
x: an object for which a method exists. The default method applies to real symmetric, positive-definite matrices

Example 1:

 `# R program to illustrate``# chol function`` ` `# Initializing a matrix with ``# 2 rows and 2 columns``x <``-` `matrix(c(``8``, ``1``, ``1``, ``4``), ``2``, ``2``)`` ` `# Getting the matrix representation``x`` ` `# Calling the chol() function``y <``-` `chol(x)`` ` `# Getting the Choleski factorization``# of the spcified matrix``y`

Output:

```     [, 1] [, 2]
[1, ]    8    1
[2, ]    1    4

[, 1]      [, 2]
[1, ] 2.828427 0.3535534
[2, ] 0.000000 1.9685020
```

Example 2:

 `# R program to illustrate``# chol function`` ` `# Initializing a matrix with ``# 2 rows and 2 columns``x <``-` `matrix(c(``1``, ``2``, ``3``, ``4``), ``2``, ``2``)`` ` `# Getting the matrix representation``x`` ` `# Calling the chol() function``y <``-` `chol(x)`` ` `# Getting the Choleski factorization``# of the spcified matrix``y`

Output:

```     [, 1] [, 2]
[1, ]    1    3
[2, ]    2    4

Error in chol.default(x) :
the leading minor of order 2 is not positive definite
Calls: chol -> chol.default
Execution halted
```

Attention reader! Don’t stop learning now. Get hold of all the important DSA concepts with the DSA Self Paced Course at a student-friendly price and become industry ready.

My Personal Notes arrow_drop_up